-1.6%
CLX vs Q
+74.5%
-76.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.3% | +1.1% |
| 7D | +8.5% | +11.5% | -3.0% | +9.1% |
| 30D | +30.0% | -0.2% | +30.2% | +30.0% |
| 3M | +3.8% | -13.6% | +17.4% | +3.3% |
| 6M | +24.6% | -27.0% | +51.7% | +23.7% |
| YTD | +12.8% | +50.5% | -37.8% | +11.3% |
| 1Y | +8.6% | +33.8% | -25.2% | +6.5% |
| All | -1.6% | +74.5% | -76.0% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling